BNY vs. CME
BNY (The Bank of New York Mellon Corporation) and CME (CME Group Inc.) are both stocks. Both are in the Financial Services sector — BNY in Banks - Diversified, CME in Financial Data & Stock Exchanges. Over the past 10 years, BNY returned 16.08%/yr vs 14.50%/yr for CME. At a 0.41 correlation, their price movements are largely independent.
Performance
BNY vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, BNY achieves a 23.16% return, which is significantly higher than CME's -5.50% return. Over the past 10 years, BNY has outperformed CME with an annualized return of 16.08%, while CME has yielded a comparatively lower 14.50% annualized return.
BNY
- 1D
- -0.43%
- 1M
- 8.64%
- YTD
- 23.16%
- 6M
- 24.93%
- 1Y
- 59.92%
- 3Y*
- 51.12%
- 5Y*
- 26.33%
- 10Y*
- 16.08%
CME
- 1D
- -2.09%
- 1M
- -10.39%
- YTD
- -5.50%
- 6M
- -4.13%
- 1Y
- -4.58%
- 3Y*
- 15.54%
- 5Y*
- 7.50%
- 10Y*
- 14.50%
BNY vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 23.16% | 54.45% | 51.90% | 18.52% | -19.14% | 40.55% | -12.91% | 9.56% | -10.85% | 15.68% |
CME CME Group Inc. | -5.50% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between BNY and CME is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.41 |
Over the past year, the correlation between BNY and CME has dropped to 0.13 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
Fundamentals
BNY:
$98.99B
CME:
$91.54B
BNY:
$8.43
CME:
$11.75
BNY:
16.81
CME:
21.45
BNY:
0.83
CME:
1.87
BNY:
2.47
CME:
13.46
BNY:
2.51
CME:
3.44
BNY:
$40.65B
CME:
$6.76B
BNY:
$20.54B
CME:
$5.84B
BNY:
$8.96B
CME:
$5.69B
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Return for Risk
BNY vs. CME — Risk / Return Rank
BNY
CME
BNY vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BNY) and CME Group Inc. (CME). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BNY | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.26 | ||
| Sortino ratioReturn per unit of downside risk | +3.92 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 0.98 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 5.93 | -0.21 | +6.15 |
| Martin ratioReturn relative to average drawdown | 16.81 | -0.72 | +17.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BNY | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.03 | -0.23 | +3.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 0.38 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.61 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.59 | -0.23 |
Drawdowns
BNY vs. CME - Drawdown Comparison
The maximum BNY drawdown since its inception was -72.28%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for BNY and CME.
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Drawdown Indicators
| BNY | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.28% | -77.50% | +5.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -21.42% | +11.27% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -21.42% | +3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -40.45% | -31.74% | -8.71% |
Max Drawdown (10Y)Largest decline over 10 years | -50.49% | -37.36% | -13.13% |
Current DrawdownCurrent decline from peak | -1.56% | -20.95% | +19.39% |
Average DrawdownAverage peak-to-trough decline | -18.71% | -20.69% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 6.35% | -2.77% |
Volatility
BNY vs. CME - Volatility Comparison
The current volatility for The Bank of New York Mellon Corporation (BNY) is 4.88%, while CME Group Inc. (CME) has a volatility of 10.21%. This indicates that BNY experiences smaller price fluctuations and is considered to be less risky than CME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNY | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 10.21% | -5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 15.93% | 16.89% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.89% | 20.38% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.60% | 20.06% | +4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.05% | 23.89% | +3.16% |
Dividends
BNY vs. CME - Dividend Comparison
BNY's dividend yield for the trailing twelve months is around 1.50%, less than CME's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 1.50% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
CME CME Group Inc. | 4.44% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
Financials
BNY vs. CME - Financials Comparison
This section allows you to compare key financial metrics between The Bank of New York Mellon Corporation and CME Group Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BNY vs. CME - Profitability Comparison
BNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Bank of New York Mellon Corporation reported a gross profit of 5.42B and revenue of 9.86B. Therefore, the gross margin over that period was 54.9%.
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a gross profit of 1.66B and revenue of 1.88B. Therefore, the gross margin over that period was 88.1%.
BNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Bank of New York Mellon Corporation reported an operating income of 2.02B and revenue of 9.86B, resulting in an operating margin of 20.4%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported an operating income of 1.31B and revenue of 1.88B, resulting in an operating margin of 69.7%.
BNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Bank of New York Mellon Corporation reported a net income of 1.63B and revenue of 9.86B, resulting in a net margin of 16.6%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a net income of 1.15B and revenue of 1.88B, resulting in a net margin of 61.4%.
Frequently Asked Questions
BNY and CME have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (10.21%) compared to BNY (4.88%). In terms of maximum drawdown, BNY dropped -72.28% vs CME's -77.50%.
BNY currently has the higher Sharpe Ratio (3.03 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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